-20.0%
DRAM vs AXON
-3.4%
-16.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AXON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.0% | -9.8% | -8.1% | -18.5% |
| 7D | -28.5% | -12.7% | -15.8% | -29.2% |
| 30D | -37.8% | -8.6% | -29.2% | -38.0% |
| 3M | -31.1% | -37.2% | +6.1% | -34.8% |
| 6M | -20.0% | +0.5% | -20.6% | -4.4% |
| All | -20.0% | -3.4% | -16.6% | -4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AXON.
Daily Out/Under-Performance
Portfolio return minus AXON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AXON return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded AXON wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling